+130.0%
CVX vs MTB
+61.4%
+68.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | -1.0% | +2.3% | -3.3% | -1.6% |
| 3M | +12.2% | -12.1% | +24.3% | +15.8% |
| 6M | +20.3% | +9.8% | +10.5% | +16.8% |
| YTD | +48.3% | +12.0% | +36.3% | +42.4% |
| 1Y | +46.9% | +22.0% | +24.9% | +37.5% |
| 3Y | +73.1% | +107.6% | -34.5% | +39.0% |
| All | +130.0% | +61.4% | +68.7% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling